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| 1 | +abstract type AbstractExprMatrix end |
| 2 | + |
| 3 | +struct AffExprMatrix{V,T} <: AbstractExprMatrix |
| 4 | + c::V |
| 5 | + c0::T |
| 6 | +end |
| 7 | +struct QuadExprMatrix{M,V,T} <: AbstractExprMatrix |
| 8 | + Q::M |
| 9 | + c::V |
| 10 | + c0::T |
| 11 | +end |
| 12 | +struct VecAffExprMatrix{V,T} <: AbstractExprMatrix |
| 13 | + A::V |
| 14 | + b::T |
| 15 | +end |
| 16 | + |
| 17 | + |
| 18 | +Adapt.@adapt_structure AffExprMatrix |
| 19 | +Adapt.@adapt_structure QuadExprMatrix |
| 20 | +Adapt.@adapt_structure VecAffExprMatrix |
| 21 | + |
| 22 | +(aem::AffExprMatrix)(x) = aem.c'*x + aem.c0 |
| 23 | +(qem::QuadExprMatrix)(x) = x'*qem.Q*x + qem.c'*x + qem.c0 |
| 24 | +(vaem::VecAffExprMatrix)(x) = vaem.A*x + vaem.b |
| 25 | + |
| 26 | + |
| 27 | +function AffExprMatrix( |
| 28 | + aff::Vector{JuMP.GenericAffExpr{T,V}}, |
| 29 | + v::Vector{V}; |
| 30 | + backend = nothing |
| 31 | +) where {T,V} |
| 32 | + n = length(v) |
| 33 | + |
| 34 | + c = zeros(T, n) |
| 35 | + |
| 36 | + for (coeff, vr) in JuMP.linear_terms(aff) |
| 37 | + c[vr_to_idx[vr]] = coeff |
| 38 | + end |
| 39 | + |
| 40 | + c = _backend_vector(backend)(c) |
| 41 | + return AffExprMatrix(c, c0) |
| 42 | +end |
| 43 | + |
| 44 | + |
| 45 | +function QuadExprMatrix( |
| 46 | + qexpr::JuMP.GenericQuadExpr{T,V}, |
| 47 | + v::Vector{V}; |
| 48 | + backend = nothing |
| 49 | +) where {T,V} |
| 50 | + quad_terms = JuMP.quad_terms(qexpr) |
| 51 | + nq = length(quad_terms) |
| 52 | + n = length(v) |
| 53 | + |
| 54 | + vr_to_idx = _vr_to_idx(v) |
| 55 | + |
| 56 | + Qi = Int[] |
| 57 | + sizehint!(Qi, nq) |
| 58 | + Qj = Int[] |
| 59 | + sizehint!(Qj, nq) |
| 60 | + Qv = T[] |
| 61 | + sizehint!(Qv, nq) |
| 62 | + c = zeros(T, n) |
| 63 | + c0 = qexpr.aff.constant |
| 64 | + |
| 65 | + for (coeff, vr1, vr2) in quad_terms |
| 66 | + push!(Qi, vr_to_idx[vr1]) |
| 67 | + push!(Qj, vr_to_idx[vr2]) |
| 68 | + push!(Qv, coeff) |
| 69 | + end |
| 70 | + for (coeff, vr) in JuMP.linear_terms(qexpr) |
| 71 | + c[vr_to_idx[vr]] = coeff |
| 72 | + end |
| 73 | + |
| 74 | + Q = _backend_matrix(backend)(Qi, Qj, Qv, n, n) |
| 75 | + c = _backend_vector(backend)(c) |
| 76 | + return QuadExprMatrix(Q, c, c0) |
| 77 | +end |
| 78 | + |
| 79 | + |
| 80 | +function VecAffExprMatrix( |
| 81 | + vaff::Vector{JuMP.GenericAffExpr{T,V}}, |
| 82 | + v::Vector{V}; |
| 83 | + backend = nothing |
| 84 | +) where {T,V} |
| 85 | + m = length(vaff) |
| 86 | + n = length(v) |
| 87 | + |
| 88 | + linear_terms = [JuMP.linear_terms(jaff) for jaff in vaff] |
| 89 | + nlinear = sum(length.(linear_terms)) |
| 90 | + |
| 91 | + vr_to_idx = _vr_to_idx(v) |
| 92 | + |
| 93 | + Ai = Int[] |
| 94 | + sizehint!(Ai, nlinear) |
| 95 | + Aj = Int[] |
| 96 | + sizehint!(Aj, nlinear) |
| 97 | + Av = T[] |
| 98 | + sizehint!(Av, nlinear) |
| 99 | + b = zeros(T, m) |
| 100 | + |
| 101 | + for (i, jaff) in enumerate(vaff) |
| 102 | + for (coeff, vr) in linear_terms[i] |
| 103 | + if vr ∈ v |
| 104 | + push!(Ai, i) |
| 105 | + push!(Aj, vr_to_idx[vr]) |
| 106 | + push!(Av, coeff) |
| 107 | + else |
| 108 | + error("Variable $vr from function $i not found") |
| 109 | + end |
| 110 | + end |
| 111 | + b[i] = jaff.constant |
| 112 | + end |
| 113 | + |
| 114 | + A = _backend_matrix(backend)(Ai, Aj, Av, m, n) |
| 115 | + b = _backend_vector(backend)(b) |
| 116 | + return VecAffExprMatrix(A, b) |
| 117 | +end |
| 118 | + |
| 119 | +function _vr_to_idx(v::V) where {V} |
| 120 | + vr_to_idx = Dict{eltype(V), Int}() |
| 121 | + for (i, vr) in enumerate(v) |
| 122 | + vr_to_idx[vr] = i |
| 123 | + end |
| 124 | + return vr_to_idx |
| 125 | +end |
| 126 | + |
| 127 | +function _backend_matrix(::Nothing) |
| 128 | + return SparseArrays.sparse |
| 129 | +end |
| 130 | + |
| 131 | +function _backend_vector(::Nothing) |
| 132 | + return Vector |
| 133 | +end |
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